Stochastic flows and Bismut formulas for stochastic Hamiltonian systems

DOI10.1016/j.spa.2010.05.015zbMath1200.60049MaRDI QIDQ2638354

Xicheng Zhang

Publication date: 15 September 2010

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2010.05.015

zbMATH Keywords

Bismut formula; stochastic flow of diffeomorphisms

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

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